| Metric | 11399933:btcusd:triple_med_gx:lsma95_130 | 11399933:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 15.03% | 182.99% |
| Max Drawdown | -11.22% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.31 | 0.62 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 78.27 | 3.04 |
| Outlier Loss Ratio | 4.2 | 2.9 |
| Volatility (ann.) | 6.18% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.38 | 0.54 |
| Skew | 2.48 | 0.2 |
| Kurtosis | 112.46 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.57% |
| Expected Yearly % | 3.56% | 29.7% |
| Kelly Criterion | 0.5% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11399933:BTCUSD | 11399933:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -4.14 | 0.07 | + |
| 2023 | 155.54 | 12.63 | 0.08 | - |
| 2024 | 121.00 | 3.99 | 0.03 | - |
| 2025 | 16.76 | 2.45 | 0.15 | - |
| Metric | 11399933:btcusd:triple_med_gx:lsma95_130 | 11399933:BTCUSD |
|---|---|---|
| MTD | 0.05% | 4.16% |
| 3M | 1.81% | 31.46% |
| 6M | 7.53% | 12.77% |
| YTD | 2.45% | 16.76% |
| 1Y | 2.88% | 56.84% |
| 3Y (ann.) | 8.07% | 55.31% |
| 5Y (ann.) | 4.26% | 36.34% |
| Metric | 11399933:btcusd:triple_med_gx:lsma95_130 | 11399933:BTCUSD |
|---|---|---|
| Max Drawdown | -11.22% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.9% |
| Avg. Drawdown Days | 64.0 | 35.0 |
| Recovery Factor | 1.34 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -11.22 | 377 |
| 2024-06-10 | 2024-11-07 | -10.28 | 149 |
| 2024-11-07 | 2025-01-03 | -7.49 | 56 |
| 2023-03-14 | 2023-08-29 | -6.65 | 167 |
| 2023-11-16 | 2023-12-25 | -4.55 | 39 |
| 2023-12-26 | 2024-01-29 | -4.09 | 34 |
| 2025-02-14 | 2025-05-18 | -3.88 | 93 |
| 2025-05-19 | 2025-06-10 | -3.29 | 22 |
| 2023-08-29 | 2023-11-15 | -2.57 | 78 |
| 2024-03-29 | 2024-05-02 | -2.20 | 34 |
| Metric | 11399933:btcusd:triple_med_gx:lsma95_130 | 11399933:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 6.43% | 35.75% |
| Worst Week | -4.16% | -29.64% |
| Best Month | 6.43% | 43.77% |
| Worst Month | -4.66% | -37.12% |
| Best Year | 12.63% | 155.54% |
| Worst Year | -4.14% | -57.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 2.15% | 7.04% |
| Avg. Down Week | -1.41% | -2.87% |
| Avg. Up Month | 2.27% | 11.77% |
| Avg. Down Month | -2.37% | -8.24% |
| Win Days % | 45.93% | 51.31% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 47.46% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |